Do you know if there is a difference between Debug kits from US and debug kits from Europe?

As far as I can see, there are only US firmware that are leaked, does it cause any issue or its simply the same?

You are correct, PS3 Debug Firmware is the same as Retail in that it is multi-region so US FW works on EU machines and vice-versa.

They actually have the same MD5 checksums too, so a lot of the time when we post updates we just link to US/EU for convenience as the download speeds are usually better depending on where you are located.